+75.3%
SAP vs DOCS
-53.1%
+128.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.1% | +3.3% |
| 7D | +1.3% | +1.2% | +0.1% | +1.1% |
| 30D | +15.5% | +21.3% | -5.8% | +12.4% |
| 3M | +22.8% | +58.4% | -35.6% | +14.3% |
| 6M | +42.5% | +39.3% | +3.2% | +34.1% |
| YTD | +0.5% | -21.7% | +22.2% | +1.3% |
| 1Y | -5.9% | -47.3% | +41.4% | -0.7% |
| 3Y | +79.5% | +58.2% | +21.4% | +55.5% |
| 5Y | +75.3% | -52.3% | +127.6% | +64.5% |
| All | +75.3% | -53.1% | +128.5% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOCS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling